+331.8%
SPGI vs URA
+278.3%
+53.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | +0.3% | -4.1% | +4.4% | +1.0% |
| 30D | +18.4% | -19.0% | +37.4% | +23.0% |
| 3M | +15.7% | -25.1% | +40.8% | +21.6% |
| 6M | +17.3% | -44.5% | +61.8% | +30.1% |
| YTD | -4.7% | -24.3% | +19.6% | -2.8% |
| 1Y | +1.8% | -28.1% | +29.9% | +4.7% |
| 3Y | +31.7% | +40.7% | -9.0% | +8.4% |
| 5Y | +12.1% | +35.5% | -23.4% | -10.2% |
| All | +331.8% | +278.3% | +53.6% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling